+6,443.8%
CDNS vs CI
+7,937.0%
-1,493.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.5% |
| 7D | -2.4% | -1.6% | -0.9% | -2.0% |
| 30D | -10.2% | +5.4% | -15.6% | -11.8% |
| 3M | -5.5% | +7.3% | -12.7% | -8.0% |
| 6M | -9.9% | +5.3% | -15.2% | -12.2% |
| YTD | +2.3% | +8.5% | -6.1% | -1.6% |
| 1Y | -1.4% | +17.1% | -18.5% | -7.5% |
| 3Y | +28.1% | +1.4% | +26.7% | +20.5% |
| 5Y | +79.7% | +50.5% | +29.3% | +47.2% |
| 10Y | +1,183.3% | +168.5% | +1,014.7% | +738.4% |
| All | +6,443.8% | +7,937.0% | -1,493.2% | +1,019.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling